Preheat barbecue to medium-high. Cut 4 pieces of aluminum foil large enough to lay fish fillets on top of and then to tent over fillet.
Place fish fillets on foil, skin side down. Sprinkle fillets with lemon pepper.
In a medium bowl, mix olives, tomatoes, sun-dried tomatoes, basil and feta. Set aside.
Place foil with fish, foil side down on the preheated grill and cook for 2-3 minutes to get some color on the fish. Then, loosely tent the fillets with the extra edges of foil and continue to cook for another 2-4 minutes, depending upon the thickness of the fillets. Cook to your desired doneness.
Remove foil with fish from grill. Using a metal spatula, remove the fish meat from the skin. Place the fish fillet on the plates and top with the olive-tomato mixture. Garnish each plate with a lemon wedge and eat it while it’s hot!